This amount shall be net of any recoverable from reinsurance contract/spv and Finite Re related to this business. C0020 to C0390/R0010 (A1 to AL1)

Transcription

1 NST.03 - Non-life Technical Provisions - Detailed Split by LOB and Distribution Channel General comments: Line of Business for non-life obligations: The lines of, referred to in article 80 of the Directive 2009/138/EC, as defined in the Annex I of the [draft] Delegated Acts on Solvency 2 referred to direct /accepted proportional reinsurance and accepted non-proportional reinsurance. Distribution channels: "Direct" includes all non-intermediated except where intermediary is a 100% owned subsidiary of the undertaking. "All intermediated including Broker" - all insurance not included in "Direct". Accepted non-proportional reinsurance is reported separately. Motor Vehicle liability line of is split into Private Motor BI, Private Motor Damage, Commercial Motor BI, Commercial Motor Damage (Commercial Motor to include Motor Fleet and all other Motor excluding Private Motor). This line includes liability to third parties only. Other motor insurance line of will include own damage only ( both private and commercial) Liability is split into Employers Liability and Public Liability. Public Liability to include Professional Indemnity and Products Liability Health direct insurance pursued on a non-similar technical basis to life insurance shall be segmented into Non-Life LoB 1 to 3. Accepted proportional reinsurance should be considered together with the direct and intermediated in the C0020 to C0350. ITEM INSTRUCTIONS The amount of technical provisions in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC, for each line of regarding direct and accepted. C0020 to C0390/R0010 (A1 to AL1) Technical provisions calculated as a whole C0020 to C0350/R0010 = C0020 to C0350/R C0020 to C0350/R0030 C0360 to C0390/R0010 = C0360 to C0390/R0040 The total amount of technical provisions in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC. C0400/R0010 (AM1) Technical provisions calculated as a whole - Total Non-Life obligation C0400/R0010 = C0400/R C0400/R C0400/R004 C0400/R0010=SUM(C0020/R0010:C0390/R0010) C0020 to C0350/R0020 (A2-AH2) C0400/R0020 (AM2) Technical provisions calculated as a whole - direct and broker Total Non-Life obligations, Technical provisions calculated as a whole, total direct and broker The amount of technical provisions, for the direct, in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC, for each line of regarding direct and accepted. The total amount of technical provisions, for the direct, in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC. C0400/R0020 = C0020 to C0350/R0020 C0020 to C0350/R0030 (A3-AH3) Technical provisions calculated as a whole (REPL.) - accepted proportional The amount of technical provisions, for the accepted proportional, in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC, for each line of regarding direct and accepted.

2 C0400/R0030 (AM3) Total Non-Life obligations, Technical provisions calculated as a whole, total accepted proportional The total amount of technical provisions, for the accepted proportional, in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC. C0400/R0030 = C0020 to C0350/R0030 C0360 to C0390/R0040 (AI4-AL4) C0400/R0040 (AM4) Technical provisions calculated as a whole (REPL.) - accepted non-proportional Total Non-Life obligations, Technical provisions calculated as a whole, total accepted non proportional The amount of technical provisions, for the accepted non-proportional, in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC, for each line of regarding direct and accepted. The total amount of technical provisions, for the accepted non-proportional, in case of replicable or hedgeable (re)insurance obligations, as defined in article 77(4) of Directive 2009/138/EC. C0400/R0040 = C0360 to C0390/R0040 Technical provisions calculated as a sum of a best estimate and a risk margin - Best estimate C0020 to C0390/R0050 (A5A-AL5A) Best Estimate of Premium provisions, Gross, total The amount of best estimate for premium provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of regarding direct and accepted. C0020 to C0350/R0050 = C0020 to C0350/R C0020 to C0350/R0070 C0400/R0050 (AM5A) Total Non-Life obligations, Best Estimate of Premium provisions, Gross, total C0360 to C0390/R0050 = C0360 to C0390/R0080 The total amount of best estimate for premium provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance C0400/R0050=SUM(C0020 to C0390/R0050) C0020 to C0350/R0060 (A5-AH5) C0400/R0060 (AM5) C0020 to C0350/R0070 (A6-AH6) C0400/R0070 (AM6) C0360 to C0390/R0080 (AI7-AL7) Best Estimate of Premium provisions, Gross - direct and broker Total Non-Life obligations, Best Estimate of Premium provisions, Gross, total direct and broker Best Estimate of Premium provisions, Gross - accepted proportional reinsurance Total Non-Life obligations, Best Estimate of Premium provisions, Gross, total accepted proportional Best Estimate of Premium provisions, Gross - accepted non proportional reinsurance The amount of best estimate for premium provisions, for the direct, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of. The total amount of best estimate for premium provisions, for the direct, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance. C0400/R0060=SUM(C0020 to C0350/R0060) The amount of best estimate for premium provisions, for accepted proportional, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of. The total amount of best estimate for premium provisions, for the accepted proportional, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance. C0400/R0070=SUM(C0020 to C0350/R0070) The amount of best estimate for premium provisions, for accepted non-proportional, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of.

3 ( ) C0400/R0080 (AM7) C0020 to C03900/R0090 (A8-AL8) C0400/R0090 (AM8) C0020 to C0390/R0100 (A9-AL9) C0400/R0100 (AM9) Total Non-Life obligations, Best Estimate of Premium provisions, Gross, total accepted non proportional Best estimate of Premium provisions, Total recoverable from reinsurance/spv and Finite re before the adjustment for expected losses due to counterparty default Direct and accepted Total Non-Life obligations, Best estimate of Premium provisions, Total recoverable from reinsurance/spv and Finite re before the adjustment for expected losses due to counterparty default Best Estimate of Premium provisions, Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses - Direct and accepted Total Non-Life obligations, Best Estimate of Premium provisions, Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses The total amount of best estimate for premium provisions, for accepted non-proportional, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance. C0400/R0080=SUM(C0360 to C0390/R0080) Total recoverable from reinsurance/spv and Finite reinsurance before the adjustment for expected losses due to counterparty default, referred to the best estimate for premium provisions for each line of. C0020 to C0390/R0090 = C0020 to C0390/R C0020 to C0390/R C0020 to C0390/R0120 The Total recoverable from reinsurance/spv and Finite reinsurance before the adjustment for expected losses due to counterparty default, referred to the best estimate for premium provisions. C0400/R0090=SUM(C0020 to C0390/R0090) The amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the best estimate for premium provisions, for each line of regarding direct and accepted. The total amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the best estimate for premium provisions. C0400/R0100=SUM(C0020 to C0390/R0100) C0020 to C0390/R0110 (A10-AL10) C0400/R0110 (AM10) Best Estimate of Premium provisions, Recoverables from SPV before adjustment for expected losses - Direct and accepted. Total Non-Life obligations, Best Estimate of Premium provisions, Recoverables from SPV before adjustment for expected losses The amount of Recoverables from SPV before adjustment for expected losses, referred to the best estimate for premium provisions, for each line of regarding direct and accepted. The total amount of Recoverables from SPV before adjustment for expected losses, referred to the best estimate for premium provisions. C0400/R0110=SUM(C0020 to C0390/R0110) C0020 to C0390/R0120 (A11-AL11) C0400/R0120 (AM11) Best Estimate of Premium provisions, Recoverables from Finite Reinsurance before adjustment for expected losses - Direct and accepted Total Non-Life obligations, Best Estimate of Premium provisions, Recoverables from Finite Reinsurance before adjustment for expected losses. The amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the best estimate for premium provisions, for each line of regarding direct and accepted. The total amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the best estimate for premium provisions. C0400/R0120=SUM(C0020 to C0390/R0120) C0020 to C0390/R0130 (A12-AL12) R0130 Best Estimate of Premium provisions, Total recoverable from reinsurance/spv and The amount of best estimate for premium provisions, Total recoverable from reinsurance/spv and Finite reinsurance Finite reinsurance after the adjustment for expected losses due to counterparty default - after the adjustment for expected losses due to counterparty default, for each line of regarding direct Direct and accepted and accepted. R0090 plus adjustment due to counterparty default C0400/R0130 (AM12) Total Non-Life obligations, Best Estimate of Premium provisions, Recoverable from reinsurance/spv and Finite reinsurance after the adjustment for expected losses due to counterparty default. The total amount of Recoverable from reinsurance/spv and Finite reinsurance after the adjustment for expected losses due to counterparty default, referred to the best estimate for premium provisions. C0400/R0130=SUM(C0020 to C0390/R0130)

4 C0020 to C0390/R0140 (A13-AL13) Net best estimate of Premium provisions - Direct and accepted The amount of net best estimate for premium provisions, for each line of. C0020 to C0390/R0140 = C0020 to C0390/R C0020 to C0390/R0130 C0400/R0140 (AM13) C0020 to C0390/R0150 (AI4A-AL14A) Total Non-Life obligations, Net best estimate of Premium provisions Best Estimate of Claims Provisions, Gross, Total The total amount of net best estimate for premium provisions C0400/R0140 = C0400/R0050 C0400/R0130 C0400/R0140=SUM(C0020 to C0390/R0140) The amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of regarding direct and accepted. C0020 to C0350/R0150 = C0020 to C0350/R C0020 to C0350/R0170 C0400/R0150 (AM14) Total Non-Life obligations, Best Estimate of Claims Provisions, Gross, total C0360 to C0390/R0150 = C0360 to C0390/R0180 The total amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance. C0400/R0150 = C0400/R C0400/R0170+ C0400/R0180 C0400/R0150=SUM(C0020 to C0390/R0150) C0020 to C0350/R0160 (A14-AH14) C0400/R0160 (AM14) C0020 to C0350/R0170 (A15-AH15) C0400/R0170 (AM15) Best Estimate of Claims Provisions, Gross - direct Total Non-Life obligations, Best Estimate of Claims Provisions, Gross, total direct Best Estimate of Claims Provisions, Gross - accepted proportional reinsurance Total Non-Life obligations, Best Estimate of Claims Provisions, Gross, total accepted proportional The amount of best estimate for claims provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of regarding direct. The total amount of best estimate for Claims provisions, direct, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance. C0400/R0160=SUM(C0020 to C0350/R0160) The amount of best estimate for claims provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of regarding direct and accepted proportional reinsurance. The total amount of best estimate for Claims provisions, accepted proportional, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance. C0400/R0170=SUM(C0020 to C0350/R0170) C0360 to C0390/R0180 (AI16-AL16) C0400/R0180 (AM16) Best Estimate of Claims Provisions, Gross - accepted non proportional reinsurance Total Non-Life obligations, Best Estimate of Claims Provisions, Gross - accepted non proportional The amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of regarding accepted non proportional reinsurance. The total amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance. C0400/R0180=SUM(C0360 to C0390/R0180)

5 C0020 to C0390/R0190 (A17-AL17) C0400/R0190 (AM17) Best Estimate of Claims provisions, Total recoverable from reinsurance/spv and Finite before the adjustment for expected losses due to counterparty default Total Non-Life obligations, Best estimate of Claims Provisions, Total recoverable from reinsurance/spv and Finite re before the adjustment for expected losses due to counterparty default Total recoverable from reinsurance/spv and Finite Re, before the adjustment for expected losses due to counterparty default, referred to the Best Estimate for Claims Provisions, for each line of regarding direct and accepted C0020 to C0220/R0190 = C0020 to C0220/R C0020 to C0220/R C0020 to C0220/R0220 The Total recoverable from reinsurance/spv, and Finite before the adjustment for expected losses due to counterparty default, referred to the Best Estimate for Claims Provisions. C0400/R0190=SUM(C0020 to C0390/R0190) C0020 to C0390/R0200 (A18-AL18) C0400/R0200 (AM18) Best Estimate of Claims provisions, Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses - Direct and accepted Total Non-Life obligations, Best estimate of Claims provisions, Total Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses - Direct and accepted The amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the Best Estimate for Claims Provisions, for each line of regarding direct and accepted. The total amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the Best Estimate for Claims Provisions. C0400/R0200=SUM(C0020 to C0390/R0200) C0020 to C0390/R0210 (A19-AL19) C0400/R0210 (AM19) Best Estimate of Claims provisions, Recoverables from SPV before adjustment for expected losses - Direct and accepted. Total Non-Life obligations, Best Estimate of Claims Provisions, Recoverables from SPV before adjustment for expected losses The amount of Recoverables from SPV before adjustment for expected losses, referred to the Best Estimate for Claims Provisions, for each line of regarding direct and accepted. The total amount of Recoverables from SPV before adjustment for expected losses, referred to the Best Estimate for Claims Provisions. C0400/R0210=SUM(C0020 to C0390/R0210) C0020 to C0390/R0220 (A20-AL20) C0400/R0220 (AM20) C0020 to C0390/R0230 (A21-AL21) C0400/R0230 (AM21) C0020 to C0390/R0240 (A22-AL22) C0400/R0240 (AM22) Best Estimate of Claims provisions, Recoverables from Finite Reinsurance before adjustment for expected losses - Direct and accepted. Total Non-Life obligations, Best Estimate of Claims Provisions, Recoverables from Finite Reinsurance before adjustment for expected losses. Best Estimate of Claims provisions, Total recoverable from reinsurance/spv and Finite re after the adjustment for expected losses due to counterparty default - Direct and accepted Total Non-Life obligations, Best Estimate of Claims Provisions, Recoverable from reinsurance/spv and Finite re after the adjustment for expected losses due to counterparty default. Net best estimate of Claims provisions - Direct and accepted Total Non-Life obligations, Net best estimate of Claims Provisions The amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the best estimate for premium provisions, for each line of regarding direct and accepted. The total amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the Best Estimate for Claims Provisions. C0400/R0220=SUM(C0020 to C0390/R0220) The amount of best estimate for claims provisions, Total recoverable from reinsurance/spv and Finite re after the adjustment for expected losses due to counterparty default, for each line of regarding direct and accepted The total amount of Recoverable from reinsurance/spv and Finite re after the adjustment for expected losses due to counterparty default, referred to the Best Estimate for Claims Provisions. C0400/R0230=SUM(C0020 to C0390/R0230) The amount of net best estimate for claims provisions, for each line of regarding direct and accepted reinsurance. C0020 to C0390/R0240 = C0020 to C0390/R0150 C0020 to C0390/R0230 The total amount of net Best Estimate for Claims Provisions C0400/R0240=SUM(C0020 to C0390/R0240)

6 C0020 to C0390/R0250 (A23-AL23) C0400/R0250 (AM23) C0020 to C0390/R0260 (A24-AL24) Total best estimate, Gross - Direct and accepted Total Non-Life obligations, Total Best Estimate, Gross Total best estimate, Net - Direct and accepted The amount of Total gross best estimate, for each line of regarding direct and accepted C0020 to C0390/R0250 = C0020 to C0390/R C0020 to C0390/R0150 The total amount of Gross Best Estimate (sum of the Premium Provision and Claims Provisions) C0400/R0250=SUM(C0020 to C0390/R0250) C0400/R0250=C0400/R0050+C0400/R0150 The amount of Total net best estimate, for each line of regarding direct and accepted C0020 to C0390/R0260 = C0020 to C0390/R C0020 to C0390/R0240 The total amount of Net Best Estimate (sum of the Premium Provision and Claims Provisions) C0400/R0260 (AM24) Total Non-Life obligations, Total Best Estimate, Net C0400/R0260 = C0400/R C0400/R0240 C0400/R0260=SUM(C0020/R0260:C0390/R0260) C0020 to C0390/R0270 (A25-AL25) C0400/R0270 (AM25) Technical provisions calculated as a sum of a best estimate and a risk margin - Risk margin Total Non-Life obligations, Total risk margin The amount of risk margin, as required by Directive 2009/138/EC (article 77 (3)). The risk margin is calculated to whole portfolio of (re)insurance obligations and then allocated to each single line of, regarding direct and accepted. The total amount of risk margin, as required by Directive 2009/138/EC (article 77 (3)). C0400/R0270=SUM(C0020/R0270:C0390/R0270) Technical provisions - Total C0020 to C0390/R0280 (A26-AL26) Technical provisions, Total - Direct and Broker and accepted The total amount of gross technical provisions, for each line of regarding direct and accepted reinsurance. C0020 to C0390/R0280 = C0020 to C0390/R C0020 to C0390/R0270 The total amount of gross technical provisions regarding direct and accepted. C0400/R0280 (AM26) Total Non-Life obligations, Technical Provision - total C0400/R0280 = C0400/R C0400/R0270 C0400/R0280=SUM(C0020/R0280:C0390/R0280) C0020 to C0390/R0290 (A27-AL27) C0400/R0290 (AM27) Technical provisions, Total - Recoverable from reinsurance contract/spv and Finite reinsurance, after the adjustment for expected losses due to counterparty default - Direct and accepted Total Non-Life obligations, Recoverable from reinsurance contract/spv and Finite re, after the adjustment for expected losses due to counterparty default - Direct and The total amount of recoverable from reinsurance contract/spv and Finite reinsurance, after the adjustment for expected losses due to counterparty default, for each line of regarding direct and accepted. C0020 to C0390/R0290 = C0020 to C0390/R C0020 to C0390/R0230 The total amount of recoverable from reinsurance contract/spv and Finite reinsurance, after the adjustment for expected losses due to counterparty default regarding direct and accepted. C0400/R0290 = C0400/R C0400/R0230

7 ( ) j p p y accepted C0400/R0290=SUM(C0020/R0290:C0390/R0290) C0020 to C0390/R0300 (A28-AL28) Technical provisions, Total - Technical provisions minus recoverables from reinsurance/spv and Finite reinsurance - Direct and accepted The total amount of net technical provisions, for each line of regarding direct and accepted. C0020 to C0390/R0300 = C0020 to C0390/R C0020 to C0390/R0290 The total amount of net technical provisions regarding direct and accepted. C0400/R0300 (AM28) Total Non-Life obligations, Technical provisions minus recoverables from reinsurance and SPV - Direct and accepted C0400/R0300 = C0400/R0280-C0400/R290 C0400/R0300=SUM(C0020/R0300:C0390/R0300)